P. L. Davies

发表

Asymptotics for the minimum covariance determinant estimator

M. Jhun, R. Butler, P. L. Davies, 1993 .

Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices

P. L. Davies, P. Davies, 1987 .

The asymptotics of Rousseeuw's minimum volume ellipsoid estimator

P. L. Davies, P. Davies, Laurie Davies, 1992 .

Aspects of Robust Linear Regression

P. L. Davies, 1993 .

Interactions in the Analysis of Variance

P. L. Davies, 2012 .

Interactions and outliers in the two-way analysis of variance

P. L. Davies, W. Terbeck, Terbeck, 2002 .

The asymptotics of S-estimators in the linear regression model

P. L. Davies, P. Laurie Davies, 1990 .

On locally uniformly linearizable high breakdown location and scale functionals

P. L. Davies, 1998 .

The simple branching process : a note on convergence when the mean is infinite

P. L. Davies, 1978 .

Tail probabilities for positive random variables with entire characteristic functions of very regular growth

P. L. Davies, 1976 .

The simple branching process: a note on convergence when the mean is infinite

P. L. Davies, 1978, Journal of Applied Probability.

A GENERALIZATION OF A THEOREM OF DENY WITH APPLICATIONS IN CHARACTERIZATION THEORY

P. L. Davies, D. Shanbhag, P. Davies, 1987 .

A characterization of the Poisson distribution by convolution properties of one-parameter exponential families

P. L. Davies, L. Baringhaus, D. Plachky, 1976 .

Rates of convergence to the stationary distribution for k-dimensional diffusion processes

P. L. Davies, P. Davies, 1986, Journal of Applied Probability.

General characterization theorems for the Weibull and the stable distributions

P. L. Davies, R. Shimizu, 1981 .